Optimization and Control

This is a course on optimization problems that are posed over time. Importantly we now add dynamic and stochastic elements that were not present in the IB Optimization course, and we consider what happens when some variables are imperfectly observed. Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space craft to the moon").